PERFORMANCE ANALYSIS OF A CONSTRAINED YULE-WALKER FREQUENCY ESTIMATOR

Authors
HANDEL P
Citation
P. Handel, PERFORMANCE ANALYSIS OF A CONSTRAINED YULE-WALKER FREQUENCY ESTIMATOR, IEICE transactions on fundamentals of electronics, communications and computer science, E80A(12), 1997, pp. 2600-2602
Citations number
11
Journal title
IEICE transactions on fundamentals of electronics, communications and computer science → ACNP
ISSN journal
09168508
Volume
E80A
Issue
12
Year of publication
1997
Pages
2600 - 2602
Database
ISI
SICI code
0916-8508(1997)E80A:12<2600:PAOACY>2.0.ZU;2-R
Abstract
The performance of a constrained (that is, minimal order) Yule-Walker (CYW) single tone frequency estimator is studied. A closed form expres sion for the asymptotic error variance is derived. It is shown that CY W does not satisfactorily utilize the information in data, and estimat ors with improved performance are proposed, Simulation results which l end support to the theoretical findings are included.